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Moments of skew-normal random vectors and their quadratic forms

Citations

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Cited by:

  1. Loperfido, Nicola, 2001. "Quadratic forms of skew-normal random vectors," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 381-387, October.
  2. Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2021. "Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
  3. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  4. Adelchi Azzalini & Marc G. Genton & Bruno Scarpa, 2010. "Invariance-based estimating equations for skew-symmetric distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 275-298.
  5. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
  6. Fang, B. Q., 2003. "The skew elliptical distributions and their quadratic forms," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 298-314, November.
  7. Kahrari, F. & Rezaei, M. & Yousefzadeh, F. & Arellano-Valle, R.B., 2016. "On the multivariate skew-normal-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 80-88.
  8. Samuel Kotz & Donatella Vicari, 2005. "Survey of developments in the theory of continuous skewed distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 225-261.
  9. Lin, Edward M.H. & Sun, Edward W. & Yu, Min-Teh, 2020. "Behavioral data-driven analysis with Bayesian method for risk management of financial services," International Journal of Production Economics, Elsevier, vol. 228(C).
  10. Reinaldo Arellano-Valle & Marc Genton, 2010. "An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(2), pages 363-381, April.
  11. Gorsich, David J. & Genton, Marc G. & Strang, Gilbert, 2002. "Eigenstructures of Spatial Design Matrices," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 138-165, January.
  12. Sreenivasa Rao Jammalamadaka & Emanuele Taufer & Gyorgy H. Terdik, 2021. "On Multivariate Skewness and Kurtosis," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 607-644, August.
  13. Fang, B.Q., 2006. "Sample mean, covariance and T2 statistic of the skew elliptical model," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1675-1690, August.
  14. Alessandra Durio & Yacov Yu. Nikitin, 2001. "Local asympotic efficiency of some goodness-of-fit tests under skew alternatives," ICER Working Papers 04-2001, ICER - International Centre for Economic Research.
  15. Balakrishnan, N. & Scarpa, Bruno, 2012. "Multivariate measures of skewness for the skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 73-87, February.
  16. Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 305-315, June.
  17. Jana, Sayantee & Balakrishnan, Narayanaswamy & Hamid, Jemila S., 2018. "Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 111-128.
  18. Kim, Hyoung-Moon, 2008. "A note on scale mixtures of skew normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1694-1701, September.
  19. Alessandra Durio & Yakov Nikitin, 2002. "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers 12-2002, ICER - International Centre for Economic Research.
  20. Kim, Hyoung-Moon & Mallick, Bani K., 2003. "Moments of random vectors with skew t distribution and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 63(4), pages 417-423, July.
  21. Koloch, Grzegorz, 2016. "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper 69001, University Library of Munich, Germany.
  22. Ye, Rendao & Wang, Tonghui & Gupta, Arjun K., 2014. "Distribution of matrix quadratic forms under skew-normal settings," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 229-239.
  23. Fang, B.Q., 2005. "Noncentral quadratic forms of the skew elliptical variables," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 410-430, August.
  24. Lu, Xin & Liu, Qiong & Xue, Fengxin, 2019. "Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints," Operations Research Perspectives, Elsevier, vol. 6(C).
  25. Genton, Marc G. & Gorsich, David J., 2002. "Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 47-57, November.
  26. Umbach, Dale, 2008. "Some moment relationships for multivariate skew-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1619-1623, September.
  27. Naveau, Philippe & Genton, Marc G. & Shen, Xilin, 2005. "A skewed Kalman filter," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 382-400, June.
  28. Sayantee Jana & Narayanaswamy Balakrishnan & Jemila S. Hamid, 2020. "Inference in the Growth Curve Model under Multivariate Skew Normal Distribution," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 34-69, May.
  29. Ahmed Hossain & Joseph Beyene, 2015. "Application of skew-normal distribution for detecting differential expression to microRNA data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 477-491, March.
  30. Huang, Wen-Jang & Chen, Yan-Hau, 2006. "Quadratic forms of multivariate skew normal-symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 871-879, May.
  31. Arellano-Valle, R. B. & del Pino, G. & San Martín, E., 2002. "Definition and probabilistic properties of skew-distributions," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 111-121, June.
  32. Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H., 2005. "Skew normal measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 265-281, October.
  33. Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando, 2004. "A multivariate skew normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 89(1), pages 181-190, April.
  34. Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 389-401, June.
  35. Wang, Tonghui & Li, Baokun & Gupta, Arjun K., 2009. "Distribution of quadratic forms under skew normal settings," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 533-545, March.
  36. Arellano-Valle, Reinaldo B. & Genton, Marc G., 2005. "On fundamental skew distributions," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 93-116, September.
  37. Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli, 2014. "Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 73-85.
  38. Kozubowski, Tomasz J. & Nolan, John P., 2008. "Infinite divisibility of skew Gaussian and Laplace laws," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 654-660, April.
  39. Nicola Loperfido, 2023. "Kurtosis removal for data pre-processing," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 239-267, March.
  40. Angela Montanari & Cinzia Viroli, 2010. "A skew-normal factor model for the analysis of student satisfaction towards university courses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(3), pages 473-487.
  41. Huang, Wen-Jang & Chen, Yan-Hau, 2007. "Generalized skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1137-1147, June.
  42. Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G., 2014. "Mixtures of skewed Kalman filters," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 228-251.
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